-28.9%
DPZ vs TRMB
-36.0%
+7.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.9% | +2.7% |
| 7D | +2.2% | +2.8% | -0.6% | +1.3% |
| 30D | +15.5% | -5.9% | +21.3% | +16.1% |
| 3M | -2.0% | -3.3% | +1.3% | -2.5% |
| 6M | +12.1% | +1.3% | +10.8% | +9.5% |
| YTD | -16.6% | -29.0% | +12.4% | -8.9% |
| 1Y | -14.6% | -27.8% | +13.2% | -7.4% |
| 3Y | -4.1% | +36.3% | -40.5% | -19.1% |
| All | -28.9% | -36.0% | +7.2% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TRMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling